Backlighting (natural) would help. Nice effort.
Classic
+1 to what John has suggested. If you light your subject from the front, you won't capture the translucence. Back lighting works best for this and side lighting can give you a mix of the two (some translucence and some opaque areas).
Back lighting can be tricky and can result in blown out backgrounds, so be careful on how you set up your shots.
I like the shot Brian, beautiful colors and very nice details
Yes, this needs back lighting.
Now, with the flash kit I have, if I could get the far side of the bug, I'd set up an RF triggered flash (speedlite on light stand) beyond the subject and fire it back toward the camera (keeping it out of shot) to achieve this, day or night. Obviously; more power is needed in day time and the trigger is mounted on the camera's hot shoe.
That said, this is still a great macro shot with some amazingly subtle colours when front lit.
HTH, Dave
You might be able to backlight by having a reflector behind the subject and directly light that way, rather than trying an active light source (flash).